+141.6%
FTNT vs DRI
+54.2%
+87.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | +1.7% | -4.8% | +6.6% | +1.9% |
| 30D | -4.3% | -3.9% | -0.3% | -4.2% |
| 3M | +13.6% | +5.1% | +8.5% | +12.8% |
| 6M | +87.6% | +5.5% | +82.1% | +85.8% |
| YTD | +98.0% | +16.5% | +81.5% | +92.1% |
| 1Y | +96.9% | +2.0% | +94.9% | +96.0% |
| All | +141.6% | +54.2% | +87.5% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling